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Multivariate Mixtures of Normal Distributions: Properties, Random Vector Generation, Fitting, and as Models of Market Daily Changes
Wang, Jin, Taaffe, Michael R.Volume:
27
Language:
english
Journal:
INFORMS Journal on Computing
DOI:
10.1287/ijoc.2014.0616
Date:
April, 2015
File:
PDF, 269 KB
english, 2015